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~isPartOf:"Journal of econometrics"
~subject:"Markov-Kette"
~subject:"Theory"
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Search: subject_exact:"Gibbs sampler"
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Markov-Kette
Theory
Bayes-Statistik
174
Bayesian inference
174
Theorie
88
Estimation theory
54
Schätztheorie
54
Forecasting model
36
Prognoseverfahren
36
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96
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Koop, Gary
6
Casarin, Roberto
4
Dijk, Herman K. van
4
Gallant, A. Ronald
4
Jensen, Mark J.
4
Li, Yong
4
Yu, Jun
4
Billio, Monica
3
Frühwirth-Schnatter, Sylvia
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Korobilis, Dimitris
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Maheu, John M.
3
Pettenuzzo, Davide
3
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3
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2
Chan, Joshua
2
Fisher, Mark
2
Fulop, Andras
2
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2
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2
Kalli, Maria
2
Kleibergen, Frank
2
Kohn, Robert
2
Lahiri, Kajal
2
Li, Junye
2
Marcellino, Massimiliano
2
Norets, Andriy
2
Pelenis, Justinas
2
Ravazzolo, Francesco
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1
Ando, Tomohiro
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Journal of econometrics
Discussion paper / Tinbergen Institute
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
International journal of forecasting
64
European journal of operational research : EJOR
50
Econometric reviews
46
Journal of the American Statistical Association : JASA
43
Working paper
36
Journal of economic theory
35
Journal of forecasting
35
Journal of economic dynamics & control
34
Working papers
34
Economic modelling
33
Insurance / Mathematics & economics
33
Working paper / Department of Econometrics and Business Statistics, Monash University
33
Discussion papers / CEPR
32
Journal of applied econometrics
32
Economics letters
30
CAMA working paper series
26
Econometrics : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Journal of macroeconomics
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Operations research
25
Computational economics
23
Discussion paper / Centre for Economic Policy Research
23
Working paper series / European Central Bank
23
CESifo working papers
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Working papers in economics and statistics
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International journal of production research
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Federal Reserve Bank of Cleveland working paper series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Econometric Institute research papers
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Risks : open access journal
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ECONIS (ZBW)
96
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96
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1
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
2
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
3
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
4
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
5
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
6
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
7
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
8
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
Saved in:
9
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
10
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
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